Approximate regenerative-block bootstrap for Markov chains.
Patrice BertailStéphan ClémençonPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- markov chain
- confidence intervals
- steady state
- markov process
- finite state
- transition probabilities
- stationary distribution
- monte carlo
- stochastic process
- markov model
- random walk
- monte carlo method
- monte carlo simulation
- state space
- transition matrix
- assemble to order systems
- markov processes
- markov chain monte carlo
- probabilistic automata
- cross validation
- sample path
- dynamic programming